Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,61% | 3,97 CHF | 3,98 CHF | 44 000 | 44 000 | 20 253 | 20 253 | 78 986 CHF | 79 361 CHF | 99,20% | 99,20% |
14/08/2024 | 0,62% | 3,74 CHF | 3,75 CHF | 45 000 | 45 000 | 20 559 | 20 559 | 77 259 CHF | 77 636 CHF | 99,25% | 99,25% |
13/08/2024 | 0,63% | 3,72 CHF | 3,73 CHF | 46 000 | 46 000 | 20 845 | 20 845 | 77 484 CHF | 77 865 CHF | 100,00% | 100,00% |
12/08/2024 | 0,62% | 3,73 CHF | 3,74 CHF | 45 000 | 45 000 | 20 561 | 20 561 | 76 940 CHF | 77 317 CHF | 99,13% | 99,13% |
09/08/2024 | 0,63% | 3,74 CHF | 3,75 CHF | 45 000 | 45 000 | 20 853 | 20 853 | 77 528 CHF | 77 911 CHF | 99,70% | 99,70% |
08/08/2024 | 0,66% | 3,69 CHF | 3,70 CHF | 46 000 | 46 000 | 20 974 | 20 974 | 75 516 CHF | 75 900 CHF | 99,77% | 99,77% |
07/08/2024 | 0,66% | 3,68 CHF | 3,69 CHF | 46 000 | 46 000 | 20 711 | 20 711 | 75 671 CHF | 76 048 CHF | 97,75% | 97,75% |
06/08/2024 | 0,79% | 3,48 CHF | 3,49 CHF | 48 000 | 48 000 | 21 391 | 21 391 | 73 815 CHF | 74 252 CHF | 99,67% | 99,67% |
02/08/2024 | 0,61% | 3,62 CHF | 3,63 CHF | 46 000 | 46 000 | 20 641 | 20 641 | 77 464 CHF | 77 839 CHF | 97,42% | 97,42% |
30/07/2024 | 0,54% | 4,38 CHF | 4,39 CHF | 41 000 | 41 000 | 18 878 | 18 878 | 82 129 CHF | 82 476 CHF | 99,98% | 99,98% |